-78.3%
TE vs ARWR
-16.4%
-61.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | -22.0% | -19.9% | -2.0% | -16.9% |
| 30D | -33.6% | -18.7% | -14.9% | -29.6% |
| 3M | -61.1% | -44.7% | -16.4% | -54.0% |
| 6M | -64.7% | -36.5% | -28.2% | -60.0% |
| YTD | -68.1% | -25.7% | -42.5% | -65.9% |
| 1Y | -51.7% | +18.9% | -70.6% | -55.1% |
| 3Y | +42.0% | +83.1% | -41.1% | +12.2% |
| 5Y | -80.8% | -34.9% | -45.9% | -83.7% |
| All | -78.3% | -16.4% | -61.9% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling